+20.2%
BIL vs TCOM
+40.9%
-20.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -1.4% | +1.4% | +0.1% |
| 30D | +0.3% | +11.5% | -11.2% | +0.3% |
| 3M | +0.9% | -5.2% | +6.1% | +0.9% |
| 6M | +1.8% | -16.9% | +18.8% | +1.8% |
| YTD | +3.1% | -39.9% | +43.1% | +3.1% |
| 1Y | +3.7% | -42.1% | +45.8% | +3.7% |
| 3Y | +13.8% | +28.0% | -14.2% | +13.8% |
| 5Y | +20.2% | +40.4% | -20.1% | +20.2% |
| All | +20.2% | +40.9% | -20.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling